Federated learning (FL) enables multiple clients to train models collaboratively without sharing local data, which has achieved promising results in different areas, including the Internet of Things (IoT). However, end IoT devices do not have abilities to automatically annotate their collected data, which leads to the label shortage issue at the client side. To collaboratively train an FL model, we can only use a small number of labeled data stored on the server. This is a new yet practical scenario in federated learning, i.e., labels-at-server semi-supervised federated learning (SemiFL). Although several SemiFL approaches have been proposed recently, none of them can focus on the personalization issue in their model design. IoT environments make SemiFL more challenging, as we need to take device computational constraints and communication cost into consideration simultaneously. To tackle these new challenges together, we propose a novel SemiFL framework named pFedKnow. pFedKnow generates lightweight personalized client models via neural network pruning techniques to reduce communication cost. Moreover, it incorporates pretrained large models as prior knowledge to guide the aggregation of personalized client models and further enhance the framework performance. Experiment results on both image and text datasets show that the proposed pFedKnow outperforms state-of-the-art baselines as well as reducing considerable communication cost. The source code of the proposed pFedKnow is available at https://github.com/JackqqWang/pfedknow/tree/master.